INDIRIZZO ATTUALE
Dipartimento di Economia e Finanza, Universita` di Roma “Tor Vergata”, 00133 Roma; tel: +39 06 7259 5934, e-mail: franco.peracchi@uniroma2.it.
INCARICHI ATTUALI
Professore Ordinario, SSD SECS-P/05 e SC 13/A5 (Econometria), Dipartimento di Economia e Finanza, Universit`a di Roma Tor Vergata, novembre 1997–.
INCARICHI PRECEDENTI
Direttore del Programma di Master in Economia e Professor of the Practice, Georgetown University, settembre 2016–luglio 2020.
Professore Straordinario di Econometria, Facolta` di Economia e Commercio, Universita` d’Annunzio di Chieti- Pescara, 1994–1997.
Professore Associato di Analisi Economica, Facolta` di Scienze Economiche e Bancarie, Universita` degli Studi di Udine, 1993–1994.
Assistant Professor, Department of Economics, New York University, 1989–1994. Assistant Professor, Department of Economics, UCLA, 1987–1989.
ALTRI INCARICHI
Visiting Professor, Georgetown University, agosto 2014–luglio 2016.
Visiting Research Scholar, Woodrow Wilson School, Princeton University, settembre 2006–gennaio 2007, settembre 2013–giugno 2014.
Visiting Professor, New York University, estate 1996 e 1999, settembre–dicembre 2001.
Docente presso la Scuola Estiva Centro Interuniversitario di Econometria (CIdE), giugno 1993, settembre 1999, 2000, 2004 e 2005.
Profesor Catedratico Visitante, Departamento de Economia, Universidad Carlos III de Madrid, gennaio 1996– febbraio 1997.
Docente presso il Master in Economics, Universit`a Bocconi, 1994–1997.
Visiting Professor, University of Pittsburg at CERGE, Praga, settembre–dicembre 1991.
Visiting Professor, Dipartimento di Scienze Economiche, Universita` Ca’ Foscari di Venezia, settembre–dicembre 1990.
Visiting Professor, Istituto di Metodi Quantitativi, Universita` Bocconi, maggio 1990, 1991 e 1992.
Professore a Contratto, Facolta` di Scienze Statistiche, Demografiche e Attuariali, Universita` di Padova, 1989– 1991.
ASSOCIAZIONI E PREMI
Elected Fellow, International Association for Applied Econometrics (IAAE), 2020–. Fellow, Einaudi Institute for Economics and Finance (EIEF), 2008–. Fellow, Georgetown Center for Econometric Practice (GCEP), 2015–2020.
Fellow, Georgetown Center for Economic Research (GCER), 2014–2020. NATO Research Fellowship, 1983, 1985. Ely Devon Prize, London School of Economics, 1983.
TITOLI DI STUDIO
MA e PhD (Economics), Princeton University, 1987.
MSc (Econometrics and Mathematical Economics), Mark of Distinction, London School of Economics and Political Science, 1983.
Diploma di Studi nella Gestione dell’Economia, Istituto Adriano Olivetti (ISTAO), 1978. Laurea in Urbanistica, summa cum laude, Istituto Universitario di Architettura di Venezia (IUAV), 1977.
INDICATORI BIBLIOMETRICI
EDIRC–Economics Departments, Institutes and Research Centers in the World (gennaio 2022): 45mo a livello italiano su 3471 autori registrati [miglior 2%], 614mo a livello europeo su 31230 autori registrati [miglior 2%], 2057mo a livello mondiale su 64042 autori registrati [miglior 4%].
Google Scholar (aprile 2022): 4796 citazioni, h-index [h pubblicazioni con almeno h citazioni] = 37, i10-index [numero di pubblicazioni con almeno 10 citazioni] = 70.
Scopus (aprile 2022): 1168 citazioni, h-index = 18. Web of Science (aprile 2022): 926 citazioni, h-index = 17.
INTERESSI DI RICERCA
Teoria e metodi econometrici. Metodi statistici semi-parametrici e robusti. Economia del lavoro e della salute. Economia della Sicurezza Sociale e delle pensioni.
RICERCHE IN CORSO
Funzioni di ripartizione condizionate e quantili di regressione. Errori non campionari in indagini statistiche. Salute e standard di vita. Sicurezza Sociale e pensionamento.
FINANZIAMENTI RECENTI ALLA RICERCA
MIUR, PRIN 2015, “The economics of old age risks” (coordinatore Tullio Jappelli), 2017–2020.
MIUR, PRIN 2010–2011, “L’impatto economico dell’invecchiamento della popolazione in Europa” (coordina- tore Agar Brugiavini), 2012–2014.
ARTICOLI SU RIVISTA
“Weighted-average least squares (WALS): Confidence and prediction intervals”, (con GiuseppeDe Luca e Jan Magnus). Computational Economics, in stampa.
“A nonlinear dynamic factor model of health and medical treatment” (con Claudio Rossetti). Health Econo- mics, in stampa.
“Sampling properties of the Bayesian posterior mean with an application to WALS estimation” (con Giuseppe De Luca e Jan Magnus). Journal of Econometrics, in stampa.
“Assessing alternative indicators for Covid-19 policy evaluation, with a counterfactual for Sweden” (con Chiara Latour e Giancarlo Spagnolo). PLoS ONE 17(3): e0264769.
“Posterior moments and quantiles for the normal location model with Laplace priors” (con Giuseppe De Luca e Jan Magnus). Communications in Statistics–Theory and Methods, 50 (2021): 4039–4059.
“Fast leave-one-out methods for inference, model selection, and diagnostic checking” (con Federico Belotti). Stata Journal, 20 (2020): 785–804.
“Comments on ‘Unobservable Selection and Coefficient Stability: Theory and Evidence’ and ‘Poorly Measured Confounders are More Useful on the Left Than on the Right’” (con Giuseppe De Luca e Jan Magnus). Journal of Business & Economic Statistics, 37 (2019): 217–222.
“Balanced variable addition in linear models” (con Giuseppe De Luca e Jan Magnus). Journal of Economic Surveys, 32 (2018): 1183–1200.
“Weighted-average least-squares estimation of generalized linear models” (con Giuseppe De Luca e Jan Magnus). Journal of Econometrics, 204 (2018): 1–17.
“Introduction to the special issue in honor of Nobel Laureate Angus Deaton on health in developed and developing countries”. Economics & Human Biology, 25 (2017): 1–2.
“Growing up in wartime: Evidence from the era of two world wars” (con Enkelejda Havari). Economics & Human Biology, 25 (2017): 9–32.
“Unhealthy retirement?” (con Fabrizio Mazzonna). Journal of Human Resources, 52 (2017), 128–151.
“Comment to: Do they agree? Bibliometric evaluation versus informed peer review in the Italian research assessment exercise” (con Graziella Bertocchi, Alfonso Gambardella, Tullio Jappelli e Carmela A. Nappi). Scientometrics, 108 (2016), 349–353.
“Ranking scientific journals via latent class models for polytomous item response data” (con Francesco Bartolucci e Valentino Dardanoni). Journal of the Royal Statistical Society: Series A, 178 (2015): 1025–1049.
“Model averaging estimation of generalized linear models with imputed covariates” (con Valentino Dardanoni, Giuseppe De Luca e Salvatore Modica). Journal of Econometrics, 184 (2015): 452–463.
“Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data” (con Fran- cesco Bartolucci e Federico Belotti). Journal of Econometrics, 184 (2015): 111–123.
“Bibliometric evaluation vs. informed peer review: Evidence from Italy” (con Graziella Bertocchi, Alfonso Gambardella, Tullio Jappelli e Carmela A. Nappi). Research Policy, 44 (2015): 451–466.
“Using panel data for partial identification of human immunodeficiency virus prevalence when infection status is missing not at random” (con Bruno Arpino ed Elisabetta De Cao). Journal of the Royal Statistical Society: Series A, 177 (2014): 587–606.
“Price as signal of product quality: Some experimental evidence” (con Giovanni Mastrobuoni e Aleksey Tetenov). Journal of Wine Economics, 9 (2014): 135–152. Vincitore del premio come miglior lavoro presentato alla Conferenza Annuale della American Association of Wine Economists (AAWE), Bolzano, 23–24 giugno, 2011.
“The heterogeneous thresholds ordered response model: Identification and inference” (con Claudio Rossetti). Journal of the Royal Statistical Society: Series A, 176 (2013): 703–722.
“A generalized missing-indicator approach to regression with imputed covariates” (con Valentino Dardanoni, Giuseppe De Luca e Salvatore Modica). Stata Journal, 12 (2012): 575–604.
“Estimating Engel curves under unit and item nonresponse” (con Giuseppe De Luca). Journal of Applied Econometrics, 27 (2012): 1076–1099.
“Aging, cognitive abilities and retirement” (con Fabrizio Mazzonna). European Economic Review, 56 (2012): 691–710.
“Asymptotically efficient estimation of the conditional expected shortfall” (con Samantha Leorato e Andrei V. Tanase). Computational Statistics and Data Analysis, 56 (2012): 768–784.
“Heterogeneity in health responses and anchoring vignettes” (con Claudio Rossetti). Empirical Economics, 42 (2012), 513–538.
“Regression with imputed covariates: A generalized missing indicator approach” (con Valentino Dardanoni e Salvatore Modica). Journal of Econometrics, 162 (2011): 362–368.
“Early-life environment, height and BMI of young men in Italy” (con Emilia Arcaleni). Economics & Human Biology, 9 (2011): 251–264.
“Estimating income poverty in the presence of missing data and measurement error” (con Cheti Nicoletti e Francesca Foliano). Journal of Business & Economic Statistics, 29 (2011): 61–72.
“Subjective survival probabilities and life-tables: An empirical analysis of cohort effects” (con Valeria Perotti). Genus, 65 (2009): 23–57.
“Height and the normal distribution: Evidence from Italian military data” (con Brian A’Hearn e Giovanni Vecchi). Demography, 46 (2009): 1–25.
“On estimating the conditional expected shortfall” (con Andrei V. Tanase). Applied Stochastic Models in Business and Industry, 24 (2008): 471–493.
“Height and economic development in Italy, 1730–1980”. American Economic Review: Papers & Proceedings, 98 (2008): 475–481.
“The effects of income imputation on micro analyses: Evidence from the ECHP” (con Cheti Nicoletti). Journal of the Royal Statistical Society: Series A, 169 (2006): 625–646.
“Convergence in per-capita GDP across European regions: A reappraisal” (con Valentina Meliciani). Empi- rical Economics, 31 (2006): 549–568. Ristampato in Giuseppe Arbia e Badi Baltagi (a cura di), Spatial Econometrics: Methods and Applications. Physica-Verlag, Heidelberg, 2009: 203–222.
“Drug compliance and health outcomes: Evidence from a panel of Italian patients” (con Vincenzo Atella, Domenico Depalo e Claudio Rossetti). Health Economics, 15 (2006): 875–892.
“Survey response and survey characteristics: Micro-level evidence from the European Community Household Panel” (con Cheti Nicoletti). Journal of the Royal Statistical Society: Series A, 168 (2005): 763–781.
“The length of working lives in Europe” (con Agar Brugiavini). Journal of the European Economic Association, 3 (2005): 477–486.
“Social security wealth and retirement decisions in Italy” (con Agar Brugiavini). Labour, 17 (2003): S79–S114. “Differential mortality and the design of the Italian system of public pensions” (con Graziella Caselli, Elisa-
betta Barbi e Rosa Maria Lipsi). Labour, 17 (2003): S45–S78. “Pensions and retirement incentives. A tale of three countries: Italy, Spain and the USA” (con Agar Brugiavini e David A. Wise). Giornale degli Economisti e Annali di Economia, 61 (2002): 1–39.
“Sample attrition and labor force dynamics: Evidence from the Spanish labor force survey” (con Sergi Jim ?enez-Mart ??n). Spanish Economic Review, 4 (2002): 79–102.
“The European Community Household Panel: A review”. Empirical Economics, 27 (2002): 63–90. Ristam- pato in Badi Baltagi (a cura di), Panel Data. Theory and Applications. Physica-Verlag, Heidelberg, 2004: 209–236.
“On estimating conditional quantiles and distribution functions”. Computational Statistics and Data Analysis, 38 (2002): 433–447.
“The future of pensions in Europe” (con Michele Boldrin, Juan J. Dolado, e Juan F. Jimeno). Economic Policy, 29 (1999): 289–320.
“Market organization and propagation of shocks: The furniture industry in Italy and Germany” (con Massimo Florio e Paolo Sckokai). Small Business Economics, 11 (1998): 169–182.
“The conditional distribution of excess returns: An empirical analysis” (con Silverio Foresi). Journal of the American Statistical Association, 90 (1995): 451–466.
“How representative are matched cross-sections? Evidence from the Current Population Survey” (con Finis Welch). Journal of Econometrics, 68 (1995): 153–180.
“Trends in labor force transitions of older men and women” (con Finis Welch). Journal of Labor Economics, 12 (1994): 210–242.
“Editors’ introduction: The econometrics of panels and pseudo panels” (con Carlo Carraro e Guglielmo Weber). Journal of Econometrics, 59 (1993): 1–4.
“Classification and aggregation: An application to industrial classification in CPS data” (con Robert Cotter- man). Journal of Applied Econometrics, 7 (1992): 31–51.
“Bounded-influence estimators for the SURE model”. Journal of Econometrics, 48 (1991): 119–134. “Robust M-tests”. Econometric Theory, 7 (1991): 69–84. “Robust M-estimators” [con discussione]. Econometric Reviews, 9 (1990): 1–35. “Bounded-influence estimators for the Tobit model”. Journal of Econometrics, 44 (1990): 107–126.
ARTICOLI SU LIBRO
“The economics of cognitive aging” (con Fabrizio Mazzonna). In Jonathan H. Hamilton (a cura di), The
Oxford Research Encyclopedia of Economics and Finance. Oxford University Press, Oxford, 2018.
“Health status, disability insurance and incentives to exit the labor force in Italy. Evidence from SHARE”
(con Agar Brugiavini). In David Wise (a cura di), Social Security Programs and Retirement Around the World: Disability Insurance Programs and Retirement. University of Chicago Press, Chicago, 2016: 411–454.
“Econometric methods for ordered responses: Some recent developments”. In Kaddour Hadri and William Mikhail (a cura di), Econometric Methods and Their Applications in Finance, Macro and Related Fields. World Scientific, Singapore, 2014: 133–165.
“Household environment and child health in Egypt” (con Mahmoud Hailat). In Kaddour Hadri and William Mikhail (a cura di), Econometric Methods and Their Applications in Finance, Macro and Related Fields. World Scientific, Singapore, 2014: 457–488.
“Patterns of cognitive ageing” (con Fabrizio Mazzonna). In Axel B ?orsch-Supan, Martina Brandt, Howard Litwin e Guglielmo Weber (a cura di), Active Ageing and Solidarity between Generations in Europe: First Results from SHARE after the Economic Crisis. De Gruyter, Berlino, 2013: 199–208.
“Health status, welfare programs participation, and labor force activity in Italy” (con Agar Brugiavini). In David A. Wise (a cura di) Social Security and Retirement around the World: Historical Trends in Mortality and Health, Employment, and Disability Insurance Participation and Reforms. University of Chicago Press, Chicago, 2012: 175–215.
“Labour mobility and retirement” (con Agar Brugiavini, Mario Padula e Giacomo Pasini). In Axel B ?orsch Supan, Martina Brandt, Karsten Hank e Mathis Schro ?der (a cura di), The Individual and the Welfare State: Life Histories in Europe. Springer-Verlag, Berlino, 2011: 125–135.
“Youth unemployment and retirement of the elderly: The case of Italy” (con Agar Brugiavini). In Jonathan Gruber, Kevin Milligan e David A. Wise (a cura di), Social Security Programs and Retirement around the World: The Relationship to Youth Employment. University of Chicago Press, Chicago, 2010: 167–215.
“Exits from the labour force” (con Agar Brugiavini e Giacomo Pasini). In Axel Bo ?rsch-Supan et al. (a cura di), Health Ageing and Retirement in Europe (2004–2007): Starting the Longitudinal Dimension. MEA, Mannheim, 2008: 204–212.
“Fiscal implications of pension reforms in Italy” (con Agar Brugiavini). In Jonathan Gruber e David A. Wise (a cura di), Social Security Programs and Retirement Around the World: Fiscal Implications of Reform. University of Chicago Press, Chicago, 2007: 253–293.
“Educational wage premia and the distribution of earnings: An international perspective”. In Eric Hanushek e Finis Welch (a cura di), Handbook of the Economics of Education. Elsevier, Amsterdam, 2006: 189–254.
“Survey participation in the first wave of SHARE” (con Giuseppe De Luca). In Axel Bo ?rsch-Supan e Hen- drik Ju ?rges (a cura di), The Survey of Health Ageing and Retirement in Europe: Methodology. MEA, Mannheim, 2005: 88–104.
“Survey response” (con Giuseppe De Luca). In Axel Bo ?rsch-Supan et al. (a cura di), Health Ageing and Retirement in Europe: First Results from the Survey of Health, Ageing and Retirement in Europe. MEA, Mannheim, 2005: 355.
“Micro-modelling of retirement behavior in Spain” (con Michele Boldrin e Sergi Jim ?enez-Mart ??n). In Jonathan Gruber e David A. Wise (a cura di), Social Security Programs and Retirement around the World: Micro- Estimation. University of Chicago Press, Chicago, 2004: 499–578.
“Micro-modelling of retirement behavior in Italy” (con Agar Brugiavini). In Jonathan Gruber e David A. Wise (a cura di), Social Security Programs and Retirement around the World: Micro-Estimation. University of Chicago Press, Chicago, 2004: 345–398.
“Aging in Europe: A cross-country comparison” (con Cheti Nicoletti). In Onorato Castellino ed Elsa Fornero (a cura di), Pension Policy Harmonization in an Integrating Europe. Edward Elgar, Cheltenham, 2003: 23–66.
“Comment on Daniele Franco, ‘Italy: A never-ending pension reform’ ”. In Martin Feldstein e Horst Siebert (a cura di), Social Security Pension Reform in Europe, University of Chicago Press, Chicago, 2002: 251–260.
“Aging in Europe: What can we learn from the Europanel?” (con Cheti Nicoletti). In Tito Boeri, Axel Bo ?rsch-Supan, Agar Brugiavini, Richard Disney, Arie Kapteyn e Franco Peracchi (a cura di), Pensions: More Information, Less Ideology. Assessing the Long-Term Sustainability of European Pension Systems: Data Requirements, Analysis and Evaluations. Kluwer, Dordrecht, 2001: 153–187.
“Earnings inequality in international perspective”. In Finis Welch (a cura di), The Causes and Consequences of Increasing Inequality. University of Chicago Press, Chicago, 2001: 117–152.
“Social Security and retirement in Spain” (con Michele Boldrin e Sergi Jim ?enez-Mart ??n). In Jonathan Gruber e David A. Wise (a cura di), Social Security and Retirement Around the World. University of Chicago Press, Chicago, 1999: 305–353.
“Selection and measurement error problems in the European Community Household Panel Survey”. In La Mi- surazione delle Variabili Economiche e i suoi Riflessi sulla Modellistica Econometrica. Annali di Statistica, Serie X, 15 (1998): 147–170.
“La riforma pensionistica” (con Nicola Rossi e Alessandro Venturini). In Nicola Rossi (a cura di), Competizione e Giustizia Sociale 1994–1995. Terzo Rapporto CNEL sulla Distribuzione e Redistribuzione del Reddito in Italia. Il Mulino, Bologna, 1996: 217–271.
“Nonostante tutto, `e una riforma” (con Nicola Rossi). In Francesco Giavazzi, Alessandro Penati e Guido Tabellini (a cura di), Le Nuove Frontiere della Politica Economica 1996, Il Sole/24 Ore, Milano, 1996: 63–155. Ristampato in Francesco Giavazzi, Alessandro Penati e Guido Tabellini (a cura di), Politica Economica in Italia. La Costituzione Fiscale. Il Mulino, Bologna, 1998: 249–372.
“Modelli empirici di domanda di prodotti forestali”. In Massimo Florio (a cura di), Il Controllo a Lungo Termine delle Risorse Naturali: Studi Quantitativi sulla Filiera Forestale. Franco Angeli, Milano, 1988: 79–97.
MONOGRAFIE
Econometrics. Wiley, Chichester, 2001. Sistema de Pensiones y Mercado de Trabajo en Espan ?a (con Michele Boldrin e Sergi Jim ?enez-Mart ??n).
Fundacio ?n BBVA, Bilbao, 2001. Le Pensioni in Italia e in Europa. Ediesse, Roma, 2000. Econometria. McGraw-Hill, Milano, 1995.
CURATELE
In Honor of Nobel Laureate Angus Deaton: Health in Developed and Developing Countries. Numero speciale di Economics and Human Biology, 25 (2), 2017.
Papers from the Fourth Italian Congress of Econometrics and Empirical Economics (con Tullio Jappelli). Numero speciale del Giornale degli Economisti e Annali di Economia, 70 (2), 2011.
Pensions: More Information, Less Ideology. Assessing the Long-Term Sustainability of European Pension Systems: Data Requirements, Analysis and Evaluations (con Tito Boeri, Axel Bo ?rsch-Supan, Agar Bru- giavini, Richard Disney e Arie Kapteyn). Kluwer, Dordrecht, 2001.
Reforming the Social Security System: An International Perspective (con Emanuele Baldacci). Istat Essays n. 8, Roma, 2000.
Le Previsioni della Spesa per Pensioni: Metodologie a Confronto (con Emanuele Baldacci). Annali di Stati- stica, Serie X, Vol. 16, 1998.
The Econometrics of Panels and Pseudo Panels (con Carlo Carraro e Guglielmo Weber). Journal of Econo- metrics, Annals, 59 (1–2), 1993.
TRADUZIONI
James H. Stock e Mark W. Watson, Introduzione all’Econometria. Pearson Education Italia, 2005 (prima edizione), 2009 (seconda edizione), 2012 (terza edizione), 2016 (quarta edizione), 2020 (quinta edizione).
ALTRE PUBBLICAZIONI “Estimating the prevalence of the COVID-19 infection, with an application to Italy” (con Daniele Terlizzese).
Covid Economics: Vetted and Real-Time Papers, 43 (2020), 19–41. “Subjective survival probabilities and life tables: Evidence from Europe” (con Valeria Perotti). In Society of
Actuaries (a cura di), 2014 Living to 100 Symposium Monograph, Orlando, FL.
“Bias and heterogeneity in subjective survival probabilities” (con Valeria Perotti). In Emiliano Mandrone (a cura di), Labour Economics: PLUS Empirical Studies. Collana Temi & Ricerche, ISFOL, Roma, 2012: 213–235.
“Comments”. In Tito Boeri, Herbert Bru ?cker, Fr ?ed ?eric Docquier e Hillel Rapoport (a cura di), Brain Drain and Brain Gain: The Global Competion to Attract High-Skilled Migrants. Oxford University Press, Oxford, 2012: 199–202.
“Il primo esercizio italiano di valutazione della ricerca: una prima valutazione” (con Marco Lippi). Rivista Italiana degli Economisti, 12 (2007): 269–278.
“Commento”. In Marcello Messori (ed.), La Previdenza Complementare in Italia. Il Mulino, Bologna, 2006: 467–472.
“Lavoro, retribuzioni e pensioni: Un confronto tra generazioni di Italiani”. In Ricerche Quantitative per la Politica Economica 1999. Banca d’Italia, Roma, 2004: 235–270.
“Alcune osservazioni su protezione dei dati personali e analisi statistica”. Statistica, 63 (2003): 693–696.
Completezza e Qualita` delle Informazioni Statistiche Utilizzabili per la Valutazione della Spesa Pensionistica
(con Elisabetta Barbi, Agar Brugiavini, Tiziana Tamborrini ed Eliana Viviano). Commissione per la Garanzia dell’Informazione Statistica, Rapporto di Ricerca 01.01, 2001.
“El futuro de los sistemas de pensiones en la Unio ?n Europea: una reconsideracio ?n” (con Michele Boldrin, Juan J. Dolado, e Juan F. Jimeno). Cuadernos Economicos de I.C.E., 65 (2000): 237–281.
“Reforma de la Seguridad Social italiana: ¿debemos cambiar de un sistema de reparto a una sistema de capitalizacio ?n?” (con Agar Brugiavini). Cuadernos Economicos de I.C.E., 65 (2000): 171–216.
“La calidad de la EPA en la estimacio ?n de transiciones en el mercado de trabajo” (con Sergi Jim ?enez-Mart ??n). Ekonomiaz–Revista Vasca de Economia, 43 (1999): 158–187.
“La spesa per la protezione sociale nei paesi dell’Unione Europea”. Politica Economica, 14 (1998): 31–63. “Discussion”. In Luigi Paganetto (a cura di), Proceedings of the International Seminar on Social Protection
and Single European Market. Aracne, Roma, 1997: 135–142. “Trends in labor force behavior of older Americans” (con Finis Welch). Social Security Bulletin, 58 (1995):
133–138.
“Pensioni: una riforma nonostante tutto” (con Nicola Rossi). Il Mulino, 4 (1995): 635–642.
“Differenziali salariali territoriali”. Lavoro e Relazioni Industriali, 4 (1994): 104–113.
“Labor force behavior of older men in the USA: An analysis of recent trends” (con Finis Welch). Statistica, 53 (1993): 407–427.
“Bootstrap methods in econometrics”. Ricerche Economiche, 45 (1991): 609–622. “A constructive proof of the optimality of the maximum-likelihood estimator”. Ricerche Economiche, 44
(1990): 437–442.
“Semi-parametric and robust estimators: An overview”. Ricerche Economiche, 42 (1988): 489–506.
“Testing non-nested hypotheses”. Ricerche Economiche, 42 (1988): 68–78.
“Robust M-estimators of regression”. Giornale degli Economisti e Annali di Economia, 46 (1987): 533–545.
Capitolo 2 e Allegato A. In Massimo Florio (a cura di), Un Modello Econometrico del ‘Sistema Legno’: Esame di Fattibilita`. Ministero dell’Agricoltura e delle Foreste, Roma, 1981.
WORKING PAPER “Asymptotic properties of the weighted-average least squares (WALS) estimator” (con Giuseppe De Luca e
Jan Magnus). EIEF Working Paper 22/03, marzo 2022.
“Selection and the U.S. distribution of real female hourly wages” (with Iva ?n Ferna ?ndez-Val, Aico van Vuuren e Francis Vella). arXiv:1901.00419 [econ.EM], gennaio 2022.
“A note of caution in interpreting cross-country correlations of COVID-19 vaccination and infection rates”
(con Francesco Bartolucci e Daniele Terlizzese). EIEF Working Paper 21/18, dicembre 2021.
“Weighted-average least squares (WALS): Confidence and prediction intervals” (con Giuseppe De Luca e Jan Magnus). EIEF Working Paper 21/08, maggio 2021.
“Trends in the U.S. gender wage gap: 1977–2019” (con Vidhi Gandotra, Andrew Komendantov, Andrea Medici e Karan Patel). Inedito, marzo 2021.
“Self-assessed cognitive abilities and financial wealth: Are people aware of their cognitive decline?” (con Fabrizio Mazzonna). IZA DP No. 13725, settembre 2020.
“Social security and retirement around the world: Lessons from a long-term collaboration” (con Courtney Coile, David Wise, ecc.). NBER RDRC Center Paper NB19-14, giugno 2020.
“The Covid-19 epidemic in the UK” (con Giulia Faggio). medRxiv, giugno 2020.
“A real-time forecasting model of the Covid-19 epidemic in Italy”. Inedito, maggio 2020.
“Hours worked and the U.S. distribution of real annual earnings 1976–2016” (con Iva ?n Fern ?andez-Val, Aico van Vuuren e Francis Vella). arXiv:2002.11211 [econ.EM], febbraio 2020.
“The intergenerational transmission of education: Evidence from the World War II cohorts in Europe” (con Enkelejda Havari). JRC Working Paper in Economics and Finance 2019/4, febbraio 2019.
“Comparing distribution and quantile regression” (con Samantha Leorato). EIEF Working Paper 15/11, ottobre 2015.
“Shape regressions” (con Samantha Leorato). EIEF Working Paper 15/06, luglio 2015. “On the ambiguous consequences of omitting variables” (con Giuseppe De Luca e Jan Magnus). EIEF Working
Paper 15/05, maggio 2015.
“Unhealthy retirement? Evidence of occupation heterogeneity” (con Fabrizio Mazzonna). IdEP Economic Papers 2014/01, febbraio 2014.
“TECO 2013: un primo esame dei risultati”. Inedito, febbraio 2014.
“Distributional vs. quantile regression” (con Roger Koenker e Samantha Leorato). EIEF Working Paper 13/29, dicembre 2013.
“Metodi bibliometrici e revisione dei pari per la valutazione della ricerca: un confronto metodologico” (con Tindaro Cicero, Marco Malgarini e Carmela A. Nappi). MPRA Paper 50470, University Library of Munich, ottobre 2013.
“Bayesian model averaging for generalized linear models with missing covariates” (con Valentino Dardanoni, Giuseppe De Luca e Salvatore Modica). EIEF Working Paper 13/11, maggio 2013.
“Childhood circumstances and adult outcomes: Evidence from War War II” (con Enkelejda Havari). EIEF Working Paper 11/15, ottobre 2011.
“Gender and regional differences in self-rated health in Europe” (con Claudio Rossetti). CEIS Working Paper No. 142, Universita` di Roma Tor Vergata, marzo 2009.
“Dinamica degli iscritti, tavole di mortalita` e redditi: Un’analisi sui microdati di Inarcassa”. Quaderno Sei, Inarcassa, Roma, novembre 2008.
“Informality and social protection: Preliminary results from pilot surveys in Bulgaria and Colombia” (con Va- leria Perotti e Stefano Scarpetta). Social Protection Discussion Paper No. 0717, World Bank, Washington, ottobre 2007.
“Living standards and the distribution of heights: Italy 1855–1910” (con Brian A’Hearn e Giovanni Vecchi). Center for Health and Wellbeing Working Paper No. 229, Princeton University, aprile 2007.
“Labor market outcomes of natives and immigrants: Evidence from the ECHP” (con Domenico Depalo). Social Protection Discussion Paper No. 0615, World Bank, Washington, novembre 2006.
“An empirical micro matching model with an application to Italy and Spain” (con Eliana Viviano). Temi di Discussione No. 538, Banca d’Italia, dicembre 2004.
“Health, aging and retirement in Europe: A cross-country comparison using the CHER data base” (con Francesca Tuzi). CHER Working Paper 11, CEPS/INSTEAD, Differdange, Luxembourg, luglio 2003.
“The limits of statistical information: How important are GDP revisions in Italy?” (con Claudio Lupi). Economics & Statistics Discussion Paper No. 5/03, Universita` degli Studi del Molise, marzo 2003.
“A cross-country comparison of survey participation in the ECHP” (con Cheti Nicoletti). ISER Working Paper No. 2002-32, University of Essex, Colchester, dicembre 2002.
“The Italian system of social surveys” (con Eliana Viviano). EuReporting Working Paper No. 21, MZES, Mannheim, maggio 2001.
“Demografia, mercato del lavoro e spesa per la protezione sociale: Un confronto tra i paesi dell’Unione Europea”. CEIS Working Paper No. 45, Universita` di Roma Tor Vergata, maggio 1998.
“Labor force transitions of older workers” (con Finis Welch). C.V. Starr Center for Applied Economics Research Report 92-36, New York University, luglio 1992.
“Robust estimation of Engel curves with censored data”. Econometric Research Program Research Memo- randum No. 333, Princeton University, ottobre 1987.
INSEGNAMENTO
Georgetown University (2014–2020): Undergraduate: Economic Statistics (ECON-121/521); Introduction to Econometrics (ECON-122/522).
Graduate: Data Analysis (ECON-554); Advanced Data Analysis (ECON-557); Advanced Econometrics (ECON-559); Econometrics I (ECON-612); Econometrics II (ECON-613).
Princeton University (2014): Graduate: Econometrics for Public Policy (WWS-508c).
Universita` di Roma Tor Vergata: Triennio: Introduzione all’Econometria.
Laurea Magistrale: Econometrics I (Static Regression, IV & GMM), Microeconometrics (Linear Panel Data Models, Discrete and Limited Dependent Variable Models). Dottorato: PhD Dissertation Seminar.
RELATORE DI TESI DI DOTTORATO
2018: Raul Jimenez Mori (IDB).
2016: Sara Calligaris (OCSE).
2015: Malgorzata K. Kozlowska (OCSE), Marco Savegnago (Banca d’Italia).
2014: Giuseppe Dachille (INPS).
2012: Enkelejda Havari (Assistant Professor, IESEC School of Management).
2011: Mahmoud Al-Hailat (Associate Professor, Yarmouk U.), Elisabetta De Cao (Assistant Professor, London School of Economics), Fabrizio Mazzonna (Professore Associato, U. Lugano).
2010: Maria C. Majo (Banca Mondiale), Andrei V. Tanase (Banca Nazionale di Romania).
2009: Enrica Di Stefano (Banca d’Italia).
2008: Valeria Perotti (Banca Mondiale), Claudio Rossetti (Deloitte).
2007: Anna Conte (Professore Associato, U. Roma “La Sapienza”), Giuseppe De Luca (Professore Associato, U. Palermo).
2006: Carlo Azzarri (IFPRI), Francesca Tuzi (Istat).
2004: Marika Santoro (FMI). 2003: Carlo Ciccarelli (Professore Associato, U. Roma “Tor Vergata”), Eliana Viviano (Banca d’Italia). 2001: Valentina Meliciani (Professore Ordinario, LUISS), Paolo Piselli (Banca d’Italia). 2000: Vincenzo Andrietti (Ricercatore, U. D’Annunzio).
ATTIVITA` DI ATENEO–UNIVERSITA` DI ROMA TOR VERGATA
Componente della Struttura di Coordinamento dei Dottorati di Ricerca, 2013–2014. Direttore del MEI–Master in Economics, 2007–2013. Componente dell’Osservatorio di Ateneo per la Ricerca, 2006–2008. Presidente della Scuola di Dottorato di Ateneo, 2005–2008.
Coordinatore del Dottorato di Ricerca in Economia e Finanza (precedentemente Econometria ed Economia Empirica), 2002–2013.
Coordinatore dell’indirizzo di Metodi Quantitativi del MEI–Master in Economics, 1999–2007. Coordinatore della Commissione di Ateneo per il Dottorato di Ricerca, 1998–2005. Componente del Collegio dei docenti del Dottorato di Ricerca in Teoria Economica e Istituzioni, 1998–2002.
ATTIVITA` PROFESSIONALI
Affiliazioni scientifiche: American Economic Association; Econometric Society; European Economic Associa- tion; Societ`a Italiana di Econometria (Presidente nel 2013, Vice-Presidente nel 2012 e 2014); Societa` Italiana di Statistica.
Componente di comitati editoriali: LABOUR: Review of Labour Economics and Industrial Relations (Edi- tor, 2005–); Genus (2008–2012); Journal of the Royal Statistical Society: Series A (2014–2017); Re- search in Economics (1998–2015); Rivista Italiana degli Economisti (2008–2010); Statistical Methods and Applications (2007–2011).
Componente di commissioni giudicatrici per il reclutamento universitario (ultimi 5 anni): Universita` di Bologna (Professore I fascia, 2016); Universita` di Roma “Tor Vergata” (Ricercatore tipo B, 2016).
Referaggi (ultimi 5 anni): Ageing & Society, American Economic Review; Cambridge Elements of Public Economics; Demography; Econometric Reviews; Economic Journal; Economica; Economics & Human Biology; Empirical Economics; European Economic Review; European Research Council; French National Research Agency; Health Economics; Independent Research Fund Denmark; Inter-American Development Bank; International Journal of Forecasting; Journal of Applied Econometrics; Journal of Applies Stati- stics, Journal of Econometrics, Journal of Economic Surveys, Journal of Health Economics; Journal of Political Economy; Journal of Population Economics; Journal of the American Statistical Association; Journal of the Economics of Ageing; Journal of the European Economic Association; Journal of the Royal Statistical Society: Series A; LUISS; MIUR-PRIN; Oxford Bulletin of Economics and Statistics; PNAS; Research on Aging, Science; Social Science & Medicine; Social Science Research; Statistical Methods in Medical Research; Statistical Modelling; Swiss National Science Foundation; VQR 2010–2014; VQR 2015–2019.
Componente di comitati scientifici (ultimi 5 anni): Italian Conference of Econometrics and Empirical Econo- mics (ICEEE) 2015, 2017, 2019, 2021; First Italian Workshop of Econometrics and Empirical Economics: Panel Data Models and Applications, 2017; International Workshop on Applied Economics of Education (IWAEE) 2016. Italian Centre for International Development (ICID), 2015–.
Presentazioni a conferenze o workshop (ultimi 5 anni): IWEEE 2022 (virtuale, gennaio 2022); International Association for Applied Econometrics (IAAE) Annual Conference 2021 (virtuale, giugno 2021); Society of Labor Economists (SOLE) Annual Meeting 2021 (virtuale, maggio 2021); Econometric Society World Congress 2020 [Session Chair] (Milano, agosto 2020); 2019 ASSA Meeting (Atlanta, GA, gennaio 2019); SOSE WEST 2018 (Roma, settembre 2018); 2018 NBER Summer Institute (Cambridge, MA, luglio 2018); ICEEE 2017 (Messina, gennaio 2017).
Lezioni o seminari (ultimi 5 anni): IRCrES–CNR, Johns Hopkins Bloomberg School of Public Health, FED– GFLEC Financial Literacy Seminar Series, George Washington University, Georgetown University, Boston College, George Mason University.
ALTRE ATTIVITA`
Commissario per l’Abilitazione Scientifica Nazionale, Settore 13/A5 (Econometria), 2012–2014.
Coordinatore della Sotto-Area “Statistica e Matematica Applicata” dell’Area 13 (Scienze Economiche e Statistiche), Valutazione della Qualita` della Ricerca (VQR) 2004–2010, ANVUR, 2011–2013.
Membro del Comitato per il Programma “Rita Levi Montalcini”, MIUR, 2010–2011.
Regional Consultant per lo European Winter Meeting dell’Econometric Society, 2009–2013.
Presidente dell’Organismo Indipendente di Valutazione del Consiglio per la Ricerca e la Sperimentazione in Agricoltura (CRA), 2010–2011.
Membro della Commissione per l’assegnazione delle borse di studio “Giorgio Mortara”, Banca d’Italia, 2008– 2010.
Membro del Comitato per il Programma Rientro dei Cervelli, MIUR, 2008–2009.
Presidente del Panel di valutazione del Dipartimento di Scienze Economiche Marco Fanno, Universita` degli Studi di Padova, 2008.
Presidente del Comitato di Area 13 (Scienze Economiche e Statistiche), Comitato di Indirizzo per la Valuta- zione della Ricerca (CIVR), 2005–2006.
Fellow, Ente per gli Studi Monetari, Bancari e Finanziari Luigi Einaudi, 2002–2007.
Membro del Consiglio Scientifico dell’Istituto di Studi e Analisi Economica (ISAE), 2002–2003.
Membro del Social Protection Committee, European Commission, 2001–2002.
Membro della Commissione Ministeriale per la Valutazione degli Effetti della Legge 335-95, 2001.
Membro del Governing Council dell’Innocenzo Gasparini Institute for Economic Research (IGIER), 2000–.
Membro del Consiglio Direttivo del Centro Interuniversitario di Econometria (CIdE), 2000–.
Membro del Comitato Esecutivo e del Consiglio Scientifico del Centre for Household. Income, Labour and Demographic Economics (CHILD), 2000–2009.
Membro del Nucleo di Valutazione della Spesa Previdenziale, Ministero del Lavoro e della Previdenza Sociale, 1995–1999.
Membro del Comitato Scientifico del Centro Interuniversitario di Econometria (CIdE), 1994–1997 e 2008–.
Membro del Consiglio Scientifico dell’Istituto di Studi per la Programmazione Economica (ISPE), 1994–1998.
Membro del Consiglio Tecnico-Scientifico per la Programmazione Economica (CTS), Ministero del Bilancio e della Programmazione Economica, 1994–1997.
Researcher in Residence. Innocenzo Gasparini Institute for Economic Research (IGIER), 1994–1995.
CURRENT ADDRESS
Department of Economics and Finance, University of Rome Tor Vergata, 00133 Rome, phone: +39 06 7259 5934, e-mail: franco.peracchi@uniroma2.it
CURRENT POSITION
Professor of Econometrics, University of Rome Tor Vergata. 1997–.
PREVIOUS POSITIONS
Director of the Masters Program in Economics and Professor of the Practice, Georgetown University, 2016– 2020.
Professor of Econometrics, Faculty of Economics, University of Chieti-Pescara, Italy, 1994–1997. Associate Professor, Faculty of Economics, University of Udine, Italy, 1993–1994. Assistant Professor, Department of Economics, NYU, 1989–1994. Assistant Professor, Department of Economics, UCLA, 1987–1989.
PAST VISITING POSITIONS
Visiting Professor, Georgetown University, 2014–2016. Princeton University, Fall 2006 and 2013, Spring 2014. NYU, Summer 1996 and 1999, Fall 2001. Universidad Carlos III de Madrid, 1996.
IGIER, Milan, 1994–1995. Universitat Pompeu Fabra, Barcelona, 1994. University of Pittsburgh at CERGE, Prague, Fall 1991.
EDUCATION
MA and PhD (Economics), Princeton University, 1987.
MSc (Econometrics and Mathematical Economics), Mark of Distinction, The London School of Economics and Political Science, 1983.
Laurea (Urban Planning), Summa cum laude, IUAV, Italy, 1977.
AWARDS AND FELLOWSHIPS
Elected Fellow, International Association for Applied Econometrics (IAAE), 2020–. Fellow, Einaudi Institute for Economics and Finance (EIEF), 2008–. Fellow, Georgetown Center for Econometric Practice (GCEP), 2015–2020. Fellow, Georgetown Center for Economic Research (GCER), 2014–2020.
NATO Research Fellowship, 1983, 1985.
Ely Devon Prize, London School of Economics, 1983.
RESEARCH INTERESTS
Econometric theory and methods. Semiparametric and robust statistical methods. Labor and health economics. Economics of social security and pensions.
CURRENT RESEARCH
Distribution and quantile regression. Model averaging. Nonsampling errors in surveys. Long-term effects of hardship in childhood. Cognitive aging and retirement.
JOURNAL ARTICLES
“Weighted-average least squares (WALS): Confidence and prediction intervals”, (with GiuseppeDe Luca and Jan Magnus). Computational Economics, forthcoming.
“A nonlinear dynamic factor model of health and medical treatment” (with Claudio Rossetti). Health Eco- nomics, forthcoming.
“Sampling properties of the Bayesian posterior mean with an application to WALS estimation” (with Giuseppe De Luca and Jan Magnus). Journal of Econometrics, forthcoming.
“Assessing alternative indicators for Covid-19 policy evaluation, with a counterfactual for Sweden” (with Chiara Latour and Giancarlo Spagnolo). PLoS ONE 17(3): e0264769.
“Posterior moments and quantiles for the normal location model with Laplace priors” (with Giuseppe De Luca and Jan Magnus). Communications in Statistics–Theory and Methods, 50 (2021): 4039–4059.
“Fast leave-one-out methods for inference, model selection, and diagnostic checking” (with Federico Belotti). Stata Journal, 20 (2020): 785–804.
“Comments on ‘Unobservable Selection and Coefficient Stability: Theory and Evidence’ and ‘Poorly Measured Confounders are More Useful on the Left Than on the Right’” (with Giuseppe De Luca and Jan Magnus). Journal of Business & Economic Statistics, 37 (2019): 217–222.
“Balanced variable addition in linear models” (with Giuseppe De Luca and Jan Magnus). Journal of Economic Surveys, 32 (2018): 1183–1200.
“Weighted-average least-squares estimation of generalized linear models” (with Giuseppe De Luca and Jan Magnus). Journal of Econometrics, 204 (2018): 1–17.
“Introduction to the special issue in honor of Nobel Laureate Angus Deaton on health in developed and developing countries”. Economics & Human Biology, 25 (2017): 1–2.
“Growing up in wartime: Evidence from the era of two world wars” (with Enkelejda Havari). Economics & Human Biology, 25 (2017): 9–32.
“Unhealthy retirement?” (with Fabrizio Mazzonna). Journal of Human Resources, 52 (2017), 128–151.
“Comment to: Do they agree? Bibliometric evaluation versus informed peer review in the Italian research assessment exercise” (with Graziella Bertocchi, Alfonso Gambardella, Tullio Jappelli, and Carmela A. Nappi). Scientometrics, 108 (2016), 349–353.
“Ranking scientific journals via latent class models for polytomous item response data” (with Francesco Bartolucci and Valentino Dardanoni). Journal of the Royal Statistical Society: Series A, 178 (2015): 1025–1049.
“Model averaging estimation of generalized linear models with imputed covariates” (with Valentino Dardanoni, Giuseppe De Luca, and Salvatore Modica). Journal of Econometrics, 184 (2015): 452–463.
“Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data” (with Francesco Bartolucci and Federico Belotti). Journal of Econometrics, 184 (2015): 111–123.
“Bibliometric evaluation vs. informed peer review: Evidence from Italy” (with Graziella Bertocchi, Alfonso Gambardella, Tullio Jappelli, and Carmela A. Nappi). Research Policy, 44 (2015): 451–466.
“Using panel data for partial identification of human immunodeficiency virus prevalence when infection status is missing not at random” (with Bruno Arpino ed Elisabetta De Cao). Journal of the Royal Statistical Society: Series A, 177 (2014): 587–606.
“Price as signal of product quality: Some experimental evidence” (with Giovanni Mastrobuoni and Aleksey Tetenov). Journal of Wine Economics, 9 (2014): 135–152. Winner of the price for best paper presented at the Annual Conference of the American Association of Wine Economists, Bolzano, Italy, 23–24 June, 2011.
“The heterogeneous thresholds ordered response model: Identification and inference” (with Claudio Rossetti). Journal of the Royal Statistical Society: Series A, 176 (2013): 703–722.
“A generalized missing-indicator approach to regression with imputed covariates” (with Valentino Dardanoni, Giuseppe De Luca and Salvatore Modica). Stata Journal, 12 (2012): 575–604.
“Estimating Engel curves under unit and item nonresponse” (with Giuseppe De Luca). Journal of Applied Econometrics, 27 (2012): 1076–1099.
“Aging, cognitive abilities and retirement” (with Fabrizio Mazzonna). European Economic Review, 56 (2012): 691–710.
“Asymptotically efficient estimation of the conditional expected shortfall” (with Samantha Leorato and Andrei V. Tanase). Computational Statistics and Data Analysis, 56 (2012): 768–784.
“Heterogeneity in health responses and anchoring vignettes” (with Claudio Rossetti). Empirical Economics, 42 (2012), 513–538.
“Regression with imputed covariates: A generalized missing indicator approach” (with Valentino Dardanoni and Salvatore Modica). Journal of Econometrics, 162 (2011): 362–368.
“Early-life environment, height and BMI of young men in Italy” (with Emilia Arcaleni). Economics & Human Biology, 9 (2011): 251–264.
“Estimating income poverty in the presence of missing data and measurement error” (with Cheti Nicoletti and Francesca Foliano). Journal of Business & Economic Statistics, 29 (2011): 61–72.
“Subjective survival probabilities and life-tables: An empirical analysis of cohort effects” (with Valeria Per- otti). Genus, 65 (2009): 23–57.
“Height and the normal distribution: Evidence from Italian military data” (with Brian A’Hearn and Giovanni Vecchi). Demography, 46 (2009): 1–25.
“On estimating the conditional expected shortfall” (with Andrei V. Tanase). Applied Stochastic Models in Business and Industry, 24 (2008): 471–493.
“Height and economic development in Italy, 1730–1980”. American Economic Review: Papers & Proceedings, 98 (2008): 475–481.
“The effects of income imputation on micro analyses: Evidence from the ECHP” (with Cheti Nicoletti). Journal of the Royal Statistical Society: Series A, 169 (2006): 625–646.
“Convergence in per-capita GDP across European regions: A reappraisal” (with Valentina Meliciani). Em- pirical Economics, 31 (2006): 549–568. Reprinted in Giuseppe Arbia and Badi Baltagi (eds.), Spatial Econometrics: Methods and Applications. Physica-Verlag, Heidelberg, 2009: 203–222.
“Drug compliance and health outcomes: Evidence from a panel of Italian patients” (with Vincenzo Atella, Domenico Depalo, and Claudio Rossetti). Health Economics, 15 (2006): 875–892.
“Survey response and survey characteristics: Micro-level evidence from the European Community Household Panel” (with Cheti Nicoletti). Journal of the Royal Statistical Society: Series A, 168 (2005): 763–781.
“The length of working lives in Europe” (with Agar Brugiavini). Journal of the European Economic Associ- ation, 3 (2005): 477–486.
“Social security wealth and retirement decisions in Italy” (with Agar Brugiavini). Labour, 17 (2003): S79– S114.
“Differential mortality and the design of the Italian system of public pensions” (with Graziella Caselli, Elisa- betta Barbi, and Rosa Maria Lipsi). Labour, 17 (2003): S45–S78.
“Pensions and retirement incentives. A tale of three countries: Italy, Spain and the USA” (with Agar Brugiavini and David A. Wise). Giornale degli Economisti e Annali di Economia, 61 (2002): 1–39.
“Sample attrition and labor force dynamics: Evidence from the Spanish labor force survey” (with Sergi Jim ?enez-Mart ??n). Spanish Economic Review, 4 (2002): 79–102.
“The European Community Household Panel: A review”. Empirical Economics, 27 (2002): 63–90. Reprinted in Badi Baltagi (ed.), Panel Data. Theory and Applications. Physica-Verlag, Heidelberg, 2004: 209–236.
“On estimating conditional quantiles and distribution functions”. Computational Statistics and Data Analysis, 38 (2002): 433–447.
“The future of pensions in Europe” (with Michele Boldrin, Juan J. Dolado, and Juan F. Jimeno). Economic Policy, 29 (1999): 289–320.
“Market organization and propagation of shocks: The furniture industry in Italy and Germany” (with Massimo Florio and Paolo Sckokai). Small Business Economics, 11 (1998): 169–182.
“The conditional distribution of excess returns: An empirical analysis” (with Silverio Foresi). Journal of the American Statistical Association, 90 (1995): 451–466.
“How representative are matched cross-sections? Evidence from the Current Population Survey” (with Finis Welch). Journal of Econometrics, 68 (1995): 153–180.
“Trends in labor force transitions of older men and women” (with Finis Welch). Journal of Labor Economics, 12 (1994): 210–242.
“Editors’ introduction: The econometrics of panels and pseudo panels” (with Carlo Carraro and Guglielmo Weber). Journal of Econometrics, 59 (1993): 1–4.
“Classification and aggregation: An application to industrial classification in CPS data” (with Robert Cot- terman). Journal of Applied Econometrics, 7 (1992): 31–51.
“Bounded-influence estimators for the SURE model”. Journal of Econometrics, 48 (1991): 119–134. “Robust M-tests”. Econometric Theory, 7 (1991): 69–84. “Robust M-estimators” [with discussion]. Econometric Reviews, 9 (1990): 1–35.
“Bounded-influence estimators for the Tobit model”. Journal of Econometrics, 44 (1990): 107–126. BOOK CHAPTERS
“The economics of cognitive aging” (with Fabrizio Mazzonna). In Jonathan H. Hamilton (ed.), The Oxford Research Encyclopedia of Economics and Finance. Oxford University Press, Oxford, 2018.
“Health status, disability insurance and incentives to exit the labor force in Italy. Evidence from SHARE”
(with Agar Brugiavini). In David Wise (ed.), Social Security Programs and Retirement Around the World: Disability Insurance Programs and Retirement. University of Chicago Press, Chicago, 2016: 411–454.
“Econometric methods for ordered responses: Some recent developments”. In Kaddour Hadri and William Mikhail (eds.), Econometric Methods and Their Applications in Finance, Macro and Related Fields. World Scientific, Singapore, 2014: 133–165.
“Household environment and child health in Egypt” (with Mahmoud Hailat). In Kaddour Hadri and William Mikhail (eds.), Econometric Methods and Their Applications in Finance, Macro and Related Fields. World Scientific, Singapore, 2014: 457–488.
“Patterns of cognitive ageing” (with Fabrizio Mazzonna). In Axel Bo ?rsch-Supan, Martina Brandt, Howard Litwin, and Guglielmo Weber (eds.), Active Ageing and Solidarity between Generations in Europe: First Results from SHARE after the Economic Crisis. De Gruyter, Berlin, 2013: 199–208.
“Health status, welfare programs participation, and labor force activity in Italy” (with Agar Brugiavini). In David A. Wise (ed.) Social Security and Retirement around the World: Historical Trends in Mortality and Health, Employment, and Disability Insurance Participation and Reforms. University of Chicago Press, Chicago, 2012: 175–215.
“Labour mobility and retirement” (with Agar Brugiavini, Mario Padula, and Giacomo Pasini). In Axel B ?orsch Supan, Martina Brandt, Karsten Hank, and Mathis Schro ?der (eds.), The Individual and the Welfare State: Life Histories in Europe. Springer-Verlag, Berlin, 2011: 125–135.
“Youth unemployment and retirement of the elderly: The case of Italy” (with Agar Brugiavini). In Jonathan Gruber, Kevin Milligan, and David A. Wise (eds.), Social Security Programs and Retirement around the World: The Relationship to Youth Employment. University of Chicago Press, Chicago, 2010: 167–215.
“Exits from the labour force” (with Agar Brugiavini and Giacomo Pasini). In Axel Bo ?rsch-Supan et al. (eds.), Health Ageing and Retirement in Europe (2004–2007): Starting the Longitudinal Dimension. MEA, Mannheim, 2008: 204–212.
“Fiscal implications of pension reforms in Italy” (with Agar Brugiavini). In Jonathan Gruber and David A. Wise (eds.), Social Security Programs and Retirement Around the World: Fiscal Implications of Reform. University of Chicago Press, Chicago, 2007: 253–293.
“Educational wage premia and the distribution of earnings: An international perspective”. In Eric Hanushek and Finis Welch (eds.), Handbook of the Economics of Education. Elsevier, Amsterdam, 2006: 189–254.
“Survey participation in the first wave of SHARE” (with Giuseppe De Luca). In Axel Bo ?rsch-Supan and Hendrik Ju ?rges (eds.), The Survey of Health Ageing and Retirement in Europe: Methodology. MEA, Mannheim, 2005: 88–104.
“Survey response” (with Giuseppe De Luca). In Axel Bo ?rsch-Supan et al. (eds.), Health Ageing and Retirement in Europe: First Results from the Survey of Health, Ageing and Retirement in Europe. MEA, Mannheim, 2005: 355.
“Micro-modelling of retirement behavior in Spain” (with Michele Boldrin and Sergi Jim ?enez-Mart ??n). In Jonathan Gruber and David A. Wise (eds.), Social Security Programs and Retirement around the World: Micro-Estimation. University of Chicago Press, Chicago, 2004: 499–578.
“Micro-modelling of retirement behavior in Italy” (with Agar Brugiavini). In Jonathan Gruber and David A. Wise (eds.), Social Security Programs and Retirement around the World: Micro-Estimation. University of Chicago Press, Chicago, 2004: 345–398.
“Aging in Europe: A cross-country comparison” (with Cheti Nicoletti). In Onorato Castellino and Elsa Fornero (eds.), Pension Policy Harmonization in an Integrating Europe. Edward Elgar, Cheltenham, 2003: 23–66.
“Comment on Daniele Franco, ‘Italy: A never-ending pension reform’ ”. In Martin Feldstein and Horst Siebert (eds.), Social Security Pension Reform in Europe, University of Chicago Press, Chicago, 2002: 251–260.
“Aging in Europe: What can we learn from the Europanel?” (with Cheti Nicoletti). In Tito Boeri, Axel Bo ?rsch-Supan, Agar Brugiavini, Richard Disney, Arie Kapteyn, and Franco Peracchi (eds.), Pensions: More Information, Less Ideology. Assessing the Long-Term Sustainability of European Pension Systems: Data Requirements, Analysis and Evaluations. Kluwer, Dordrecht, 2001: 153–187.
“Earnings inequality in international perspective”. In Finis Welch (eds.), The Causes and Consequences of Increasing Inequality. University of Chicago Press, Chicago, 2001: 117–152.
“Social Security and retirement in Spain” (with Michele Boldrin and Sergi Jim ?enez-Mart ??n). In Jonathan Gruber and David A. Wise (eds.), Social Security and Retirement Around the World. University of Chicago Press, Chicago, 1999: 305–353.
“Selection and measurement error problems in the European Community Household Panel Survey”. In La Misurazione delle Variabili Economiche e i suoi Riflessi sulla Modellistica Econometrica. Annali di Sta- tistica, Serie X, 15 (1998): 147–170.
“La riforma pensionistica” [in Italian] (with Nicola Rossi and Alessandro Venturini). In Nicola Rossi (ed.),
Competizione e Giustizia Sociale 1994–1995. Terzo Rapporto CNEL sulla Distribuzione e Redistribuzione del Reddito in Italia. Il Mulino, Bologna, 1996: 217–271.
“Nonostante tutto, `e una riforma” [in Italian] (with Nicola Rossi). In Francesco Giavazzi, Alessandro Penati and Guido Tabellini (eds.), Le Nuove Frontiere della Politica Economica 1996, Il Sole/24 Ore, Milan, 1996: 63–155. Reprinted in Francesco Giavazzi, Alessandro Penati, and Guido Tabellini (eds.), Politica Economica in Italia. La Costituzione Fiscale. Il Mulino, Bologna, 1998: 249–372.
MONOGRAPHS
Econometrics. Wiley, Chichester, 2001. Sistema de Pensiones y Mercado de Trabajo en Espan ?a [in Spanish] (with Michele Boldrin and Sergi Jim ?enez-
Mart ??n). Fundacio ?n BBVA, Bilbao, 2001. Le Pensioni in Italia e in Europa [in Italian]. Ediesse, Rome, 2000. Econometria [in Italian]. McGraw-Hill, Milan, 1995.
EDITED VOLUMES/SPECIAL ISSUES
In Honor of Nobel Laureate Angus Deaton: Health in Developed and Developing Countries. Special issue of Economics and Human Biology, 25 (2), 2017.
Papers from the Fourth Italian Congress of Econometrics and Empirical Economics (with Tullio Jappelli). Special issue of Giornale degli Economisti e Annali di Economia, 70 (2), 2011.
Pensions: More Information, Less Ideology. Assessing the Long-Term Sustainability of European Pension Systems: Data Requirements, Analysis and Evaluations (with Tito Boeri, Axel Bo ?rsch-Supan, Agar Bru- giavini, Richard Disney, and Arie Kapteyn). Kluwer, Dordrecht, 2001.
Reforming the Social Security System: An International Perspective (with Emanuele Baldacci). Istat Essays n. 8, Rome, 2000.
Le Previsioni della Spesa per Pensioni: Metodologie a Confronto [in Italian] (with Emanuele Baldacci). Annali di Statistica, Serie X, Vol. 16, 1998.
The Econometrics of Panels and Pseudo Panels (with Carlo Carraro and Guglielmo Weber). Journal of Econometrics, Annals, 59 (1–2), 1993.
TRANSLATIONS INTO ITALIAN
James H. Stock and Mark W. Watson, Introduction to Econometrics. Pearson Education Italia, 2005 (1st ed.), 2009 (2nd ed.), 2012 (3rd ed.), 2016 (updated 3rd ed.), 2020 (4th ed.).
OTHER PUBLICATIONS “Estimating the prevalence of the COVID-19 infection, with an application to Italy” (with Daniele Terlizzese).
Covid Economics: Vetted and Real-Time Papers, 43 (2020), 19–41. “Subjective survival probabilities and life tables: Evidence from Europe” (with Valeria Perotti). In Society
of Actuaries (ed.), 2014 Living to 100 Symposium Monograph, Orlando, FL.
“Bias and heterogeneity in subjective survival probabilities” (with Valeria Perotti). In Emiliano Mandrone (ed.), Labour Economics: PLUS Empirical Studies. Collana Temi & Ricerche, ISFOL, Rome, 2012: 213–235.
“Comments”. In Tito Boeri, Herbert Bru ?cker, Fr ?ed ?eric Docquier, and Hillel Rapoport (eds.), Brain Drain and Brain Gain: The Global Competion to Attract High-Skilled Migrants. Oxford University Press, Oxford, 2012: 199–202.
“Il primo esercizio italiano di valutazione della ricerca: una prima valutazione” [in Italian] (with Marco Lippi). Rivista Italiana degli Economisti, 12 (2007): 269–278.
“Commento” [in Italian]. In Marcello Messori (ed.), La Previdenza Complementare in Italia. Il Mulino, Bologna, 2006: 467–472.
“Lavoro, retribuzioni e pensioni: Un confronto tra generazioni di Italiani” [in Italian]. In Ricerche Quantitative per la Politica Economica 1999. Bank of Italy, Rome, 2004: 235–270.
“Alcune osservazioni su protezione dei dati personali e analisi statistica” [in Italian]. Statistica, 63 (2003): 693–696.
Completezza e Qualita` delle Informazioni Statistiche Utilizzabili per la Valutazione della Spesa Pensionistica [in Italian] (with Elisabetta Barbi, Agar Brugiavini, Tiziana Tamborrini, and Eliana Viviano). Commissione per la Garanzia dell’Informazione Statistica, Rapporto di Ricerca 01.01, 2001.
“El futuro de los sistemas de pensiones en la Unio ?n Europea: una reconsideracio ?n” [in Spanish] (with Michele Boldrin, Juan J. Dolado, and Juan F. Jimeno). Cuadernos Economicos de I.C.E., 65 (2000): 237–281.
“Reforma de la Seguridad Social italiana: ¿debemos cambiar de un sistema de reparto a una sistema de capitalizacio ?n?” [in Spanish] (with Agar Brugiavini). Cuadernos Economicos de I.C.E., 65 (2000): 171– 216.
“La calidad de la EPA en la estimacio ?n de transiciones en el mercado de trabajo” [in Spanish] (with Sergi Jim ?enez-Mart ??n). Ekonomiaz–Revista Vasca de Economia, 43 (1999): 158–187.
“La spesa per la protezione sociale nei paesi dell’Unione Europea”. Politica Economica, 14 (1998): 31–63. “Discussion”. In Luigi Paganetto (ed.), Proceedings of the International Seminar on Social Protection and
Single European Market. Aracne, Rome, 1997: 135–142. “Trends in labor force behavior of older Americans” (with Finis Welch). Social Security Bulletin, 58 (1995):
133–138. “Pensioni: una riforma nonostante tutto” [in Italian] (with Nicola Rossi). Il Mulino, 4 (1995): 635–642. “Differenziali salariali territoriali” [in Italian]. Lavoro e Relazioni Industriali, 4 (1994): 104–113.
“Labor force behavior of older men in the USA: An analysis of recent trends” (with Finis Welch). Statistica, 53 (1993): 407–427.
“Bootstrap methods in econometrics”. Ricerche Economiche, 45 (1991): 609–622. “A constructive proof of the optimality of the maximum-likelihood estimator”. Ricerche Economiche, 44
(1990): 437–442. “Semi-parametric and robust estimators: An overview”. Ricerche Economiche, 42 (1988): 489–506. “Testing non-nested hypotheses”. Ricerche Economiche, 42 (1988): 68–78. “Robust M-estimators of regression”. Giornale degli Economisti e Annali di Economia, 46 (1987): 533–545.
RECENT WORKING PAPERS “Asymptotic properties of the weighted-average least squares (WALS) estimator” (with Giuseppe De Luca
and Jan Magnus). EIEF Working Paper 22/03, March 2022.
“Selection and the U.S. distribution of real female hourly wages” (with Iva ?n Ferna ?ndez-Val, Aico van Vuuren, and Francis Vella). arXiv:1901.00419 [econ.EM], January 2022.
“A note of caution in interpreting cross-country correlations of COVID-19 vaccination and infection rates”
(with Francesco Bartolucci and Daniele Terlizzese). EIEF Working Paper 21/18, December 2021.
“Trends in the U.S. gender wage gap: 1977–2019” (with Vidhi Gandotra, Andrew Komendantov, Andrea Medici, and Karan Patel). Mimeo, March 2021.
“Self-assessed cognitive abilities and financial wealth: Are people aware of their cognitive decline?” (with Fabrizio Mazzonna), IZA DP No. 13725, September 2020.
“Social security and retirement around the world: Lessons from a long-term collaboration” (with Courtney Coile, David Wise, et al.). NBER RDRC Center Paper NB19-14, June 2020.
“The Covid-19 epidemic in the UK” (with Giulia Faggio). medRxiv, June 2020.
“A real-time forecasting model of the Covid-19 epidemic in Italy”. Mimeo, May 2020.
“Hours worked and the U.S. distribution of real annual earnings 1976–2016” (with Iva ?n Ferna ?ndez-Val, Aico van Vuuren, and Francis Vella). arXiv:2002.11211 [econ.EM], February 2020.
“The intergenerational transmission of education: Evidence from the World War II cohorts in Europe” (with Enkelejda Havari). JRC Working Paper in Economics and Finance 2019/4, February 2019.
PROFESSIONAL ACTIVITIES
Memberships: American Economic Association; Econometric Society; European Economic Association; Italian Econometric Association (President Elect 2012, President 2013, Past President 2014); Italian Statistical Society.
Editorial boards (last 5 years): LABOUR: Review of Labour Economics and Industrial Relations (Editor, 2005–); Journal of the Royal Statistical Society: Series A (2014–2017); Research in Economics (1998– 2015).
Referee for (last 5 years): Ageing & Society, American Economic Review; Cambridge Elements of Public Economics; Demography; Econometric Reviews; Economic Journal; Economica; Economics & Human Bi- ology; Empirical Economics; European Economic Review; European Research Council; French National Research Agency; Health Economics; Independent Research Fund Denmark; Inter-American Development Bank; International Journal of Forecasting; Journal of Applied Econometrics; Journal of Applies Statis- tics, Journal of Econometrics, Journal of Economic Surveys, Journal of Health Economics; Journal of Political Economy; Journal of Population Economics; Journal of the American Statistical Association; Journal of the Economics of Ageing; Journal of the European Economic Association; Journal of the Royal Statistical Society: Series A; LUISS; MIUR-PRIN; Oxford Bulletin of Economics and Statistics; PNAS;Research on Aging, Science; Social Science & Medicine; Social Science Research; Statistical Methods in Medical Research; Statistical Modelling; Swiss National Science Foundation; VQR 2010–2014; VQR 2015–2019.
Scientific committees (last 5 years): Italian Conference of Econometrics and Empirical Economics (ICEEE) 2015, 2017, 2019, 2021; First Italian Workshop of Econometrics and Empirical Economics: Panel Data Models and Applications, 2017; International Workshop on Applied Economics of Education (IWAEE) 2016; Italian Centre for International Development (ICID), 2015–.
Invited lectures/seminars (last 5 years): IRCrES–CNR, Johns Hopkins Bloomberg School of Public Health, FED–GFLEC Financial Literacy Seminar Series, George Washington University, Georgetown University, Boston College, George Mason University.
Presentations at conferences/workshops (last 5 years): IWEEE 2022 (virtual, January 2022); International Association for Applied Econometrics (IAAE) Annual Conference 2021 (virtual, June 2021); Society of Labor Economists (SOLE) Annual Meeting 2021 (virtual, May 2021); Econometric Society World Congress 2020 [Session Chair]; 2019 ASSA Meeting; 2018 NBER Summer Institute; ICEEE 2017.
Recent research grants: Italian Ministry of University, PRIN 2016–2018 (coordinator Tullio Jappelli). OTHER ACTIVITIES
Member of the Governing Council of the Innocenzo Gasparini Institute for Economic Research (IGIER), Bocconi University, 2016–2018.
Coordinator of the Panel of Experts for the Sub-area “Statistics and Applied Mathematics”, Evaluation of the Research Quality (VQR), Italian National Agency for the Evaluation of Universities and Research Institutes (ANVUR), 2011–2013.
Regional Consultant of the Econometric Society for the European Winter Meeting, 2009–2013.
Director of the Master in Economics (MEI), University of Rome Tor Vergata, 2007–2013.
Dean of the Graduate School, University of Rome Tor Vergata, 2005–2008.
President of Panel 13–Economics and Statistics, Committee for the Evaluation of Research (CIVR), Italian Ministry of University (MIUR), 2005–2006.
Director of the PhD program in Economics and Finance (formerly Econometrics and Empirical Economics), University of Rome Tor Vergata, 2002–2013.
Member of the Social Protection Committee, European Commission, 2001–2002. Member of the Executive Board of CIdE–Centro Interuniversitario di Econometria, 2000–.